+48.9%
LHX vs KVYO
-55.5%
+104.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.2% |
| 7D | -4.3% | -12.1% | +7.8% | -4.0% |
| 30D | -15.1% | -5.2% | -10.0% | -15.0% |
| 3M | -21.0% | +14.5% | -35.5% | -21.2% |
| 6M | -32.0% | -17.6% | -14.4% | -32.0% |
| YTD | -15.3% | -49.6% | +34.3% | -14.2% |
| 1Y | -11.1% | -48.6% | +37.5% | -10.2% |
| All | +48.9% | -55.5% | +104.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KVYO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling